Send notif on good backtest

2025-07-09 14:15:43 +07:00
parent 32db95967c
commit b2ccd63201
3 changed files with 166 additions and 13 deletions
--- a/src/Managing.Application.Abstractions/Services/IMessengerService.cs
+++ b/src/Managing.Application.Abstractions/Services/IMessengerService.cs
@@ -1,4 +1,5 @@
-using Managing.Domain.Statistics;
+using Managing.Domain.Backtests;
+using Managing.Domain.Statistics;
 using Managing.Domain.Trades;
 using Managing.Domain.Users;
 using static Managing.Common.Enums;
@@ -22,4 +23,5 @@ public interface IMessengerService
    Task SendDowngradedFundingRate(FundingRate oldRate);
    Task SendNewTopFundingRate(FundingRate newRate);
    Task SendFundingRateUpdate(FundingRate oldRate, FundingRate newRate);
+    Task SendBacktestNotification(Backtest backtest);
 }
--- a/src/Managing.Application/Backtesting/Backtester.cs
+++ b/src/Managing.Application/Backtesting/Backtester.cs
@@ -26,6 +26,7 @@ namespace Managing.Application.Backtesting
        private readonly IBotFactory _botFactory;
        private readonly IScenarioService _scenarioService;
        private readonly IAccountService _accountService;
+        private readonly IMessengerService _messengerService;

        public Backtester(
            IExchangeService exchangeService,
@@ -33,7 +34,8 @@ namespace Managing.Application.Backtesting
            IBacktestRepository backtestRepository,
            ILogger<Backtester> logger,
            IScenarioService scenarioService,
-            IAccountService accountService)
+            IAccountService accountService,
+            IMessengerService messengerService)
        {
            _exchangeService = exchangeService;
            _botFactory = botFactory;
@@ -41,6 +43,7 @@ namespace Managing.Application.Backtesting
            _logger = logger;
            _scenarioService = scenarioService;
            _accountService = accountService;
+            _messengerService = messengerService;
        }

        public Backtest RunSimpleBotBacktest(Workflow workflow, bool save = false)
@@ -133,7 +136,7 @@ namespace Managing.Application.Backtesting
            tradingBot.User = user;
            await tradingBot.LoadAccount();

-            var result = GetBacktestingResult(config, tradingBot, candles, withCandles);
+            var result = await GetBacktestingResult(config, tradingBot, candles, user, withCandles);

            if (user != null)
            {
@@ -170,10 +173,11 @@ namespace Managing.Application.Backtesting
            return candles;
        }

-        private Backtest GetBacktestingResult(
+        private async Task<Backtest> GetBacktestingResult(
            TradingBotConfig config,
            ITradingBot bot,
            List<Candle> candles,
+            User user = null,
            bool withCandles = false)
        {
            if (candles == null || candles.Count == 0)
@@ -248,7 +252,8 @@ namespace Managing.Application.Backtesting
            var score = BacktestScorer.CalculateTotalScore(scoringParams);

            // Create backtest result with conditional candles and indicators values
-            var result = new Backtest(config, bot.Positions, bot.Signals.ToList(), withCandles ? candles : new List<Candle>())
+            var result = new Backtest(config, bot.Positions, bot.Signals.ToList(),
+                withCandles ? candles : new List<Candle>())
            {
                FinalPnl = finalPnl,
                WinRate = winRate,
@@ -258,14 +263,52 @@ namespace Managing.Application.Backtesting
                WalletBalances = bot.WalletBalances.ToList(),
                Statistics = stats,
                OptimizedMoneyManagement = optimizedMoneyManagement,
-                IndicatorsValues = withCandles ? AggregateValues(indicatorsValues, bot.IndicatorsValues) : new Dictionary<IndicatorType, IndicatorsResultBase>(),
+                IndicatorsValues = withCandles
+                    ? AggregateValues(indicatorsValues, bot.IndicatorsValues)
+                    : new Dictionary<IndicatorType, IndicatorsResultBase>(),
                Score = score,
                Id = Guid.NewGuid().ToString()
            };

+            // Send notification if backtest meets criteria
+            await SendBacktestNotificationIfCriteriaMet(result);
+
            return result;
        }

+        private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
+        {
+            try
+            {
+                // Check if backtest meets criteria: score > 85, at least 5 positions, winrate > 65%, risk-reward >= 1.5:1
+                var score = backtest.Score;
+                var tradeCount = backtest.Positions?.Count ?? 0;
+                var winRate = backtest.WinRate;
+                
+                // Calculate risk-reward ratio from money management settings
+                var riskRewardRatio = 0.0;
+                if (backtest.Config.MoneyManagement != null)
+                {
+                    var stopLoss = (double)backtest.Config.MoneyManagement.StopLoss;
+                    var takeProfit = (double)backtest.Config.MoneyManagement.TakeProfit;
+                    
+                    if (stopLoss > 0 && takeProfit > 0)
+                    {
+                        riskRewardRatio = takeProfit / stopLoss;
+                    }
+                }
+
+                if (score > 85 && tradeCount >= 5 && winRate > 65 && riskRewardRatio >= 1.5)
+                {
+                    await _messengerService.SendBacktestNotification(backtest);
+                }
+            }
+            catch (Exception ex)
+            {
+                _logger.LogError(ex, "Failed to send backtest notification for backtest {Id}", backtest.Id);
+            }
+        }
+
        private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
            Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues,
            Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)
--- a/src/Managing.Application/Shared/MessengerService.cs
+++ b/src/Managing.Application/Shared/MessengerService.cs
@@ -1,5 +1,6 @@
 using Managing.Application.Abstractions.Services;
 using Managing.Common;
+using Managing.Domain.Backtests;
 using Managing.Domain.Statistics;
 using Managing.Domain.Trades;
 using Managing.Domain.Users;
@@ -77,14 +78,14 @@ public class MessengerService : IMessengerService
    {
        var direction = position.OriginDirection.ToString();
        var status = position.Status.ToString();
-        
+
        var message = $"🎯 Position {status}\n" +
-                     $"Symbol: {position.Ticker}\n" +
-                     $"Direction: {direction}\n" +
-                     $"Account: {position.AccountName}\n" +
-                     $"Identifier: {position.Identifier}\n" +
-                     $"Initiator: {position.Initiator}\n" +
-                     $"Date: {position.Date:yyyy-MM-dd HH:mm:ss}";
+                      $"Symbol: {position.Ticker}\n" +
+                      $"Direction: {direction}\n" +
+                      $"Account: {position.AccountName}\n" +
+                      $"Identifier: {position.Identifier}\n" +
+                      $"Initiator: {position.Initiator}\n" +
+                      $"Date: {position.Date:yyyy-MM-dd HH:mm:ss}";

        if (position.Open != null)
        {
@@ -155,4 +156,111 @@ public class MessengerService : IMessengerService
    {
        await _discordService.SendFundingRateUpdate(oldRate, newRate);
    }
+
+    public async Task SendBacktestNotification(Backtest backtest)
+    {
+        try
+        {
+            var configMessage = BuildBacktestConfigMessage(backtest);
+            var resultsMessage = BuildBacktestResultsMessage(backtest);
+
+            // Send configuration message first
+            await _webhookService.SendMessage(configMessage, "2775292276");
+
+            // Send results message second
+            await _webhookService.SendMessage(resultsMessage, "2775292276");
+        }
+        catch (Exception e)
+        {
+            Console.WriteLine($"Failed to send backtest notification: {e.Message}");
+        }
+    }
+
+    private string BuildBacktestConfigMessage(Backtest backtest)
+    {
+        var config = backtest.Config;
+
+        // Get indicators list as comma-separated string
+        var indicators = config.Scenario?.Indicators != null && config.Scenario.Indicators.Any()
+            ? string.Join(", ", config.Scenario.Indicators.Select(i => i.Type.ToString()))
+            : "N/A";
+
+        // MoneyManagement summary
+        var mmSl = config.MoneyManagement != null ? (config.MoneyManagement.StopLoss * 100).ToString("F2") : "N/A";
+        var mmTp = config.MoneyManagement != null ? (config.MoneyManagement.TakeProfit * 100).ToString("F2") : "N/A";
+        var mmLev = config.MoneyManagement != null ? config.MoneyManagement.Leverage.ToString("F2") : "N/A";
+
+        return $"🚀 Excellent Backtest Results! 🚀\n\n" +
+               $"🔹 {config.Ticker} | ⏱️ {config.Timeframe}\n" +
+               $"💰 {config.BotTradingBalance:C}\n" +
+               $"🛡️ SL: {mmSl}% | 🎯 TP: {mmTp}% | 📈 Lev: {mmLev}x\n" +
+               $"🧩 {indicators}\n" +
+               $"📅 {backtest.StartDate:yyyy-MM-dd} to {backtest.EndDate:yyyy-MM-dd}";
+    }
+
+    private string BuildBacktestResultsMessage(Backtest backtest)
+    {
+        var config = backtest.Config;
+        var score = backtest.Score;
+        var winRate = backtest.WinRate;
+        var tradeCount = backtest.Positions?.Count ?? 0;
+        var finalPnl = backtest.FinalPnl;
+        var growthPercentage = backtest.GrowthPercentage;
+        var maxDrawdown = backtest.Statistics?.MaxDrawdownPc ?? 0;
+        var sharpeRatio = backtest.Statistics?.SharpeRatio ?? 0;
+
+        return $"📈 Performance Metrics:\n" +
+               $"⭐ Score: {score:F1}/100 | 🏆 Win Rate: {winRate:F1}%\n" +
+               $"📊 Trades: {tradeCount} | 💰 PnL: ${finalPnl:F2}\n" +
+               $"📈 Growth: {growthPercentage:F1}% | 📉 DD: {maxDrawdown:F1}%\n" +
+               $"📊 Sharpe: {sharpeRatio:F2}\n\n" +
+               $"🆔 ID: {backtest.Id}";
+    }
+
+    private string BuildBacktestMessage(Backtest backtest)
+    {
+        var config = backtest.Config;
+        var score = backtest.Score;
+        var winRate = backtest.WinRate;
+        var tradeCount = backtest.Positions?.Count ?? 0;
+        var finalPnl = backtest.FinalPnl;
+        var growthPercentage = backtest.GrowthPercentage;
+        var maxDrawdown = backtest.Statistics?.MaxDrawdownPc ?? 0;
+        var sharpeRatio = backtest.Statistics?.SharpeRatio ?? 0;
+
+        // Get indicators list as comma-separated string
+        var indicators = config.Scenario?.Indicators != null && config.Scenario.Indicators.Any()
+            ? string.Join(", ", config.Scenario.Indicators.Select(i => i.Name ?? i.Type.ToString()))
+            : "N/A";
+
+        // MoneyManagement summary
+        var mmSl = config.MoneyManagement != null ? config.MoneyManagement.StopLoss.ToString("F2") : "N/A";
+        var mmTp = config.MoneyManagement != null ? config.MoneyManagement.TakeProfit.ToString("F2") : "N/A";
+        var mmLev = config.MoneyManagement != null ? config.MoneyManagement.Leverage.ToString("F2") : "N/A";
+
+        var message = $"🚀 Excellent Backtest Results! 🚀\n\n" +
+                      $"📊 Configuration:\n" +
+                      $"🔹 Symbol: {config.Ticker}\n" +
+                      $"⏱️ Timeframe: {config.Timeframe}\n" +
+                      $"👤 Account: {config.AccountName}\n" +
+                      $"💼 Money Management: 🛡️ SL: {mmSl}% | 🎯 TP: {mmTp}% | 📈 Lev: {mmLev}x\n" +
+                      $"💰 Balance: {config.BotTradingBalance}\n" +
+                      $"🧩 Indicators: {indicators}\n" +
+                      $"📅 Period: {backtest.StartDate:yyyy-MM-dd} to {backtest.EndDate:yyyy-MM-dd}\n" +
+                      $"⏳ Cooldown: {config.CooldownPeriod} | 🔥 Max Loss Streak: {config.MaxLossStreak}\n" +
+                      $"🔄 Flip Position: {(config.FlipPosition ? "Yes" : "No")} | 🔒 Flip Only When In Profit: {(config.FlipOnlyWhenInProfit ? "Yes" : "No")}\n" +
+                      $"👀 Watching Only: {(config.IsForWatchingOnly ? "Yes" : "No")} | 🧪 Backtest Mode: {(config.IsForBacktest ? "Yes" : "No")}\n" +
+                      $"⏰ Max Position Time (hrs): {(config.MaxPositionTimeHours?.ToString() ?? "N/A")} | 🏁 Close Early When Profitable: {(config.CloseEarlyWhenProfitable ? "Yes" : "No")}\n" +
+                      $"📈 Performance Metrics:\n" +
+                      $"⭐ Score: {score:F1}/100\n" +
+                      $"🏆 Win Rate: {winRate:F1}%\n" +
+                      $"📊 Total Trades: {tradeCount}\n" +
+                      $"💰 Final PnL: ${finalPnl:F2}\n" +
+                      $"📈 Growth: {growthPercentage:F1}%\n" +
+                      $"📉 Max Drawdown: {maxDrawdown:F1}%\n" +
+                      $"📊 Sharpe Ratio: {sharpeRatio:F2}\n\n" +
+                      $"🆔 Backtest ID: {backtest.Id}";
+
+        return message;
+    }
 }